We study vortex lattice structures of a trapped Bose-Einstein condensate in a rotating lattice potential by numerically solving the time-dependent Gross-Pitaevskii equation. By rotating the lattice potential, we observe the transition from the Abrikosov vortex lattice to the pinned lattice. We investigate the transition of the vortex lattice structure by changing conditions such as angular velocity, intensity, and lattice constant of the rotating lattice potential.